MXINX vs. EPDIX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and EuroPac International Dividend Income Fund (EPDIX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. EPDIX is managed by Euro Pacific Asset Management. It was launched on Jan 9, 2014.
Performance
MXINX vs. EPDIX - Performance Comparison
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MXINX vs. EPDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXINX Great-West International Index Fund | -2.03% | 30.90% | 2.92% | 17.56% | -14.75% | 10.32% | 7.97% | 21.26% | -13.93% | 24.73% |
EPDIX EuroPac International Dividend Income Fund | 5.87% | 62.35% | 0.87% | 7.85% | 1.53% | 8.04% | 9.23% | 13.33% | -10.74% | 15.81% |
Returns By Period
In the year-to-date period, MXINX achieves a -2.03% return, which is significantly lower than EPDIX's 5.87% return. Over the past 10 years, MXINX has underperformed EPDIX with an annualized return of 7.76%, while EPDIX has yielded a comparatively higher 9.85% annualized return.
MXINX
- 1D
- 0.39%
- 1M
- -10.91%
- YTD
- -2.03%
- 6M
- 2.17%
- 1Y
- 18.88%
- 3Y*
- 12.70%
- 5Y*
- 7.24%
- 10Y*
- 7.76%
EPDIX
- 1D
- 0.07%
- 1M
- -9.48%
- YTD
- 5.87%
- 6M
- 16.80%
- 1Y
- 44.92%
- 3Y*
- 20.84%
- 5Y*
- 14.71%
- 10Y*
- 9.85%
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MXINX vs. EPDIX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is lower than EPDIX's 1.25% expense ratio.
Return for Risk
MXINX vs. EPDIX — Risk / Return Rank
MXINX
EPDIX
MXINX vs. EPDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and EuroPac International Dividend Income Fund (EPDIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| MXINX | EPDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 2.80 | -1.83 |
Sortino ratioReturn per unit of downside risk | 1.40 | 3.33 | -1.93 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.54 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 4.08 | -2.84 |
Martin ratioReturn relative to average drawdown | 5.25 | 16.78 | -11.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MXINX | EPDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 2.80 | -1.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 1.06 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.66 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.46 | -0.18 |
Correlation
The correlation between MXINX and EPDIX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MXINX vs. EPDIX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.41%, less than EPDIX's 6.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXINX Great-West International Index Fund | 3.41% | 3.34% | 2.20% | 4.38% | 1.80% | 5.73% | 2.45% | 2.64% | 3.55% | 2.63% | 0.00% | 0.00% |
EPDIX EuroPac International Dividend Income Fund | 6.72% | 7.71% | 4.09% | 3.32% | 2.81% | 2.31% | 1.92% | 2.68% | 3.00% | 2.93% | 2.47% | 3.88% |
Drawdowns
MXINX vs. EPDIX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, smaller than the maximum EPDIX drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for MXINX and EPDIX.
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Drawdown Indicators
| MXINX | EPDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -38.23% | +3.64% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -10.92% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -20.98% | -8.77% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -32.84% | -1.75% |
Current DrawdownCurrent decline from peak | -10.91% | -9.48% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -10.88% | +2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.65% | +0.58% |
Volatility
MXINX vs. EPDIX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 7.18% compared to EuroPac International Dividend Income Fund (EPDIX) at 6.47%. This indicates that MXINX's price experiences larger fluctuations and is considered to be riskier than EPDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXINX | EPDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 6.47% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 10.88% | 11.36% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.99% | 16.09% | +1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 14.01% | +2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 14.86% | +2.07% |